Sobolev solution for semilinear PDE with obstacle under monotonicity condition

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	Sobolev solution for semilinear PDE with obstacle under monotonicity condition
	Matoussi, Anis 1; Xu, Mingyu2
	2008-06-29
发表期刊	ELECTRONIC JOURNAL OF PROBABILITY
ISSN	1083-6489
卷号	13 页码:1035-1067
摘要	We prove the existence and uniqueness of Sobolev solution of a semilinear PDE's and PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the solutions in term of Backward SDE and reflected Backward SDE respectively.
关键词	backward stochastic differential equation reflected backward stochastic differential equation monotonicity condition stochastic flow partial differential equation with obstacle
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000257323500002
出版者	UNIV WASHINGTON, DEPT MATHEMATICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5485
专题	应用数学研究所
通讯作者	Matoussi, Anis
作者单位	1.Univ Maine, Equipe Stat & Proc, F-72085 Le Mans, France 2.CAS, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Matoussi, Anis,Xu, Mingyu. Sobolev solution for semilinear PDE with obstacle under monotonicity condition[J]. ELECTRONIC JOURNAL OF PROBABILITY,2008,13:1035-1067.
APA	Matoussi, Anis,&Xu, Mingyu.(2008).Sobolev solution for semilinear PDE with obstacle under monotonicity condition.ELECTRONIC JOURNAL OF PROBABILITY,13,1035-1067.
MLA	Matoussi, Anis,et al."Sobolev solution for semilinear PDE with obstacle under monotonicity condition".ELECTRONIC JOURNAL OF PROBABILITY 13(2008):1035-1067.